Esfandiar Maasoumi

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All published works

Action	Title	Year	Authors
+ PDF Chat	Forecasting in Big Data Environments: An Adaptable and Automated Shrinkage Estimation of Neural Networks (AAShNet)	2021	Ali Habibnia Esfandiar Maasoumi
+	Forecasting in Big Data Environments: an Adaptable and Automated Shrinkage Estimation of Neural Networks (AAShNet)	2019	Ali Habibnia Esfandiar Maasoumi
+	Forecasting in Big Data Environments: an Adaptable and Automated Shrinkage Estimation of Neural Networks (AAShNet)	2019	Ali Habibnia Esfandiar Maasoumi
+	What can we learn about the racial gap in the presence of sample selection?	2017	Esfandiar Maasoumi Le Wang
+	Moment and IV Selection Approaches: A Comparative Simulation Study	2015	Mehmet Caner Esfandiar Maasoumi Andrés Riquelme
+ PDF Chat	Entropy testing for nonlinear serial dependence in time series	2015	Simone Giannerini Esfandiar Maasoumi Estela Bee Dagum
+ PDF Chat	Searching for Rehabilitation in Nonparametric Regression Models With Exogenous Treatment Assignment	2014	Jeffrey S. Racine Liangjun Su Aman Ullah Daniel J. Henderson Esfandiar Maasoumi
+	Entropy testing for nonlinearity in time series.	2013	Simone Giannerini Esfandiar Maasoumi Estela Bee Dagum
+ PDF Chat	Searching for Rehabilitation in Nonparametric Regression Models with Exogenous Treatment Assignment	2012	Daniel J. Henderson Esfandiar Maasoumi
+ PDF Chat	Searching for Rehabilitation in Nonparametric Regression Models with Exogenous Treatment Assignment	2012	Daniel J. Henderson Esfandiar Maasoumi
+	Tests for structural change, aggregation, and homogeneity	2010	Esfandiar Maasoumi Asad Zaman Mumtaz Ahmed
+	Tests for Structural Change, Aggregation, and Homogeneity	2009	Esfandiar Maasoumi Asad Zaman Mumtaz Ahmed
+	A nonparametric test for equality of distributions with mixed categorical and continuous data	2008	Qi Li Esfandiar Maasoumi Jeffrey S. Racine
+	A Robust Entropy-Based Test of Asymmetry for Discrete and Continuous Processes	2008	Esfandiar Maasoumi Jeffrey S. Racine
+	A Nonparametric Test for Equality of Distributions with Mixed Categorical and Continuous Data	2008	Qi Li Esfandiar Maasoumi Jeffrey S. Racine
+	The Information Basis of Matching with Propensity Score	2006	Esfandiar Maasoumi Özkan Eren
+ PDF Chat	Consistent Testing for Stochastic Dominance under General Sampling Schemes	2005	Oliver Linton Esfandiar Maasoumi Yoon‐Jae Whang
+	Consistent Testing for Stochastic Dominance Under General Sampling Schemes	2003	Oliver B. Linton Esfandiar Maasoumi Yoon‐Jae Whang
+	Consistent Testing for Stochastic Dominance under General Sampling Schemes	2003	Oliver Linton Esfandiar Maasoumi Yoon‐Jae Whang
+	A Robust Entropy-Based Test for Asymmetry	2003	Esfandiar Maasoumi Jeffrey S. Racine
+	Consistent testing for stochastic dominance: a subsampling approach	2002	Oliver Linton Esfandiar Maasoumi Yoon‐Jae Whang
+	Ordering univariate distributions by entropy and variance	1999	Nader Ebrahimi Esfandiar Maasoumi Ehsan S. Soofi
+	Mixing Forecasts in Linear Simultaneous Equations Under Quadratic Loss	1992	Esfandiar Maasoumi
+	5 On Econometric Methodology	1988	Esfandiar Maasoumi
+	A comparison of GRF and other reduced-form estimators in simultaneous equations models	1988	Esfandiar Maasoumi Jinho Jeong
+ PDF Chat	The Measurement and Decomposition of Multi-Dimensional Inequality	1986	Esfandiar Maasoumi
+	Reduced form estimation and prediction from uncertain structural models	1986	Esfandiar Maasoumi
+	On the behavior of inconsistent instrumental variable estimators	1982	Esfandiar Maasoumi Peter C.B. Phillips
+	A ridge-like method for simultaneous estimation of simultaneous equations	1980	Esfandiar Maasoumi
+	Omitted variables, variability of estimated parameters and the appearance of autocorrelated disturbances	1979	Yash P. Gupta Esfandiar Maasoumi
+	Misspecified polynomial detrending	1979	Esfandiar Maasoumi Yash P. Gupta
+	A Modified Stein-like Estimator for the Reduced Form Coefficients of Simultaneous Equations	1978	Esfandiar Maasoumi
+	FORM COEFFICIENTS OF SIMULTANEOUS EQUATIONS	1978	Esfandiar Maasoumi

Common Coauthors

Coauthor	Papers Together
Jeffrey S. Racine	4
Yoon‐Jae Whang	4
Ali Habibnia	3
Daniel J. Henderson	3
Oliver Linton	3
Estela Bee Dagum	2
Qi Li	2
Simone Giannerini	2
Mumtaz Ahmed	2
Asad Zaman	2
Yash P. Gupta	2
Jeffrey S. Racine	1
Oliver B. Linton	1
Mehmet Caner	1
Jinho Jeong	1
Ehsan S. Soofi	1
Liangjun Su	1
Aman Ullah	1
Peter C.B. Phillips	1
Nader Ebrahimi	1
Andrés Riquelme	1
Özkan Eren	1
Le Wang	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	A Modified Stein-like Estimator for the Reduced Form Coefficients of Simultaneous Equations	1978	Esfandiar Maasoumi	5
+	Consistent Nonparametric Entropy-Based Testing	1991	Peter M. Robinson	4
+	A Note on the Forecasting Properties of Two Stage Least Squares Restricted Reduced Forms-The Finite Sample Case	1972	Michael D. McCarthy	3
+	On the existence of moments of the partially restricted reduced-form estimators from a simultaneous-equation model	1977	John Knight	3
+	Reduced form estimation and prediction from uncertain structural models	1986	Esfandiar Maasoumi	3
+	On the Existence of the Moments of 3SLS Estimators	1978	J. D. Sargan	3
+	REDUCED FORM COEFFICIENT ESTIMATION AND FORECASTING FROM A SIMULTANEOUS EQUATION MODEL*	1972	Nanak Kakwani R. H. Court	3
+	On the Use of Principal Components of Independent Variables in Two-Stage Least-Squares Estimation	1966	Takeshi Amemiya	3
+	Asymptotic Distribution Theory for Nonparametric Entropy Measures of Serial Dependence	2005	Yongmiao Hong Halbert White	3
+	An Introduction to Multivariate Statistical Analysis	1986	Robb J. Muirhead T. W. Anderson	2
+	Ridge Regression: Biased Estimation for Nonorthogonal Problems	2000	Arthur E. Hoerl Robert W. Kennard	2
+	Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators	1996	Peter A. Hall Joël L. Horowitz	2
+	An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative	2001	Joël L. Horowitz Vladimir Spokoiny	2
+	Some higher-order theory for a consistent non-parametric model specification test	2002	Yanqin Fan Oliver B. Linton	2
+ PDF Chat	The Jackknife and the Bootstrap for General Stationary Observations	1989	Hans R. Künsch	2
+ PDF Chat	Linearity testing using local polynomial approximation	1998	Vidar Hjellvik Qiwei Yao Dag Tjøstheim	2
+	The independence of tests for structural change in regression models	1983	Garry D.A. Phillips Brendan McCabe	2
+ PDF Chat	Inference on Quantile Regression Process, An Alternative	2002	Victor Chernozhukov	2
+	None	1997	Peter J. Bickel Peter Bühlmann	2
+ PDF Chat	Bootstraps for Time Series	2002	Peter Bühlmann	2
+	The Analysis of Variance	1960	Henry Scheffe	2
+ PDF Chat	Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution	1972	Stanley L. Sclove Carl N. Morris R. Radhakrishnan	2
+	Some Further Evidence on the Use of the Chow Test under Heteroskedasticity	1977	Peter Schmidt Robin C. Sickles	2
+	On Sample Reuse Methods for Dependent Data	1996	Peter Hall Bing‐Yi Jing	2
+ PDF Chat	Subsampling inference in cube root asymptotics with an application to Manski’s maximum score estimator	2001	Miguel A. Delgado Juan M. Rodrı́guez-Póo Michael Wolf	2
+	On the Absolute Continuity of Distributions of Functionals of Random Processes	1983	Mikhail Lifshits	2
+ PDF Chat	Stochastic Equicontinuity for Unbounded Dependent Heterogeneous Arrays	1996	Bruce E. Hansen	2
+ PDF Chat	Bootstrap Methods for Testing Homogeneity of Variances	1989	Dennis D. Boos Cavell Brownie	2
+	Evaluating Derivatives: Principles and Techniques of Algorithmic Differentiation	1987	Andreas Griewank Andrea Walther	2
+	Constrained Randomization of Time Series Data	1998	Thomas Schreiber	2
+	Improved Estimators for Coefficients in Linear Regression	1968	Stanley L. Sclove	2
+	Almost Unbiased Estimator in Simultaneous Equations Systems	1973	Takamitsu Sawa	2
+ PDF Chat	Sieve Bootstrap for Time Series	1997	Peter Bühlmann Peter Bühlmann	2
+	From Finite Sample to Asymptotic Methods in Statistics	2009	Pranab Kumar Sen Júlio M. Singer Antonio Carlos Pedroso de Lima	2
+	Underidentification, Structural Estimation, and Forecasting	1960	Ta‐Chung Liu	2
+ PDF Chat	An IV Model of Quantile Treatment Effects	2004	Victor Chernozhukov Christian Hansen	2
+ PDF Chat	A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution	1970	Alvin Baranchik	2
+	An Unbiased and Powerful Test for Superior Predictive Ability	2001	Peter Reinhard Hansen	2
+	The Class of Additively Decomposable Inequality Measures	1980	Anthony Shorrocks	2
+	The Predictive Sample Reuse Method with Applications	1975	Seymour Geisser	2
+	Tests of Equality Between Sets of Coefficients in Two Linear Regressions	1960	Gregory C. Chow	2
+	Empirical Processes: Theory and Applications	1990	David Pollard	2
+	Asymptotic Efficiency of Nonparametric Tests.	1996	Joseph L. Gastwirth Ya. Yu. Nikitin	2
+ PDF Chat	Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes	2009	Marcelo Fernandes Breno de Andrade Pinheiro Neri	2
+ PDF Chat	Optimal Bandwidth Selection in Nonparametric Regression Function Estimation	1985	Wolfgang Karl Härdle J. S. Marron	2
+	RELATIONS BETWEEN TWO SETS OF VARIATES	1936	Harold Hotelling	2
+	New distribution-free tests for stochastic dominance	1995	Kuan Xu Gordon Fisher Douglas Willson	2
+ PDF Chat	The Use of Subseries Values for Estimating the Variance of a General Statistic from a Stationary Sequence	1986	Edward Carlstein	2
+ PDF Chat	A Functional Central Limit Theorem for Weakly Dependent Sequences of Random Variables	1984	Norbert Herrndorf	2
+	Bootstrap Tests for Distributional Treatment Effects in Instrumental Variable Models	2002	Alberto Abadie	2